CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
606-0 |
618-0 |
12-0 |
2.0% |
627-0 |
High |
616-6 |
620-4 |
3-6 |
0.6% |
671-4 |
Low |
604-0 |
613-2 |
9-2 |
1.5% |
576-0 |
Close |
608-4 |
615-4 |
7-0 |
1.2% |
596-6 |
Range |
12-6 |
7-2 |
-5-4 |
-43.1% |
95-4 |
ATR |
21-5 |
20-7 |
-0-5 |
-3.2% |
0-0 |
Volume |
127,791 |
120,688 |
-7,103 |
-5.6% |
649,958 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-1 |
634-1 |
619-4 |
|
R3 |
630-7 |
626-7 |
617-4 |
|
R2 |
623-5 |
623-5 |
616-7 |
|
R1 |
619-5 |
619-5 |
616-1 |
618-0 |
PP |
616-3 |
616-3 |
616-3 |
615-5 |
S1 |
612-3 |
612-3 |
614-7 |
610-6 |
S2 |
609-1 |
609-1 |
614-1 |
|
S3 |
601-7 |
605-1 |
613-4 |
|
S4 |
594-5 |
597-7 |
611-4 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901-2 |
844-4 |
649-2 |
|
R3 |
805-6 |
749-0 |
623-0 |
|
R2 |
710-2 |
710-2 |
614-2 |
|
R1 |
653-4 |
653-4 |
605-4 |
634-1 |
PP |
614-6 |
614-6 |
614-6 |
605-0 |
S1 |
558-0 |
558-0 |
588-0 |
538-5 |
S2 |
519-2 |
519-2 |
579-2 |
|
S3 |
423-6 |
462-4 |
570-4 |
|
S4 |
328-2 |
367-0 |
544-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
620-4 |
576-0 |
44-4 |
7.2% |
12-2 |
2.0% |
89% |
True |
False |
147,271 |
10 |
671-4 |
576-0 |
95-4 |
15.5% |
17-1 |
2.8% |
41% |
False |
False |
152,925 |
20 |
720-4 |
576-0 |
144-4 |
23.5% |
16-2 |
2.7% |
27% |
False |
False |
127,673 |
40 |
720-4 |
576-0 |
144-4 |
23.5% |
14-7 |
2.4% |
27% |
False |
False |
98,726 |
60 |
720-4 |
576-0 |
144-4 |
23.5% |
15-0 |
2.4% |
27% |
False |
False |
87,159 |
80 |
720-4 |
548-0 |
172-4 |
28.0% |
14-0 |
2.3% |
39% |
False |
False |
78,891 |
100 |
720-4 |
548-0 |
172-4 |
28.0% |
13-5 |
2.2% |
39% |
False |
False |
70,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-2 |
2.618 |
639-4 |
1.618 |
632-2 |
1.000 |
627-6 |
0.618 |
625-0 |
HIGH |
620-4 |
0.618 |
617-6 |
0.500 |
616-7 |
0.382 |
616-0 |
LOW |
613-2 |
0.618 |
608-6 |
1.000 |
606-0 |
1.618 |
601-4 |
2.618 |
594-2 |
4.250 |
582-4 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
616-7 |
613-7 |
PP |
616-3 |
612-1 |
S1 |
616-0 |
610-4 |
|